+1,238.7%
VUG vs ITOT
+901.0%
+337.6%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | 0.0% | 0.0% |
| 7D | +0.1% | -0.4% | +0.5% | +0.5% |
| 30D | -1.7% | -1.6% | -0.1% | -0.1% |
| 3M | +2.8% | +3.5% | -0.7% | -0.6% |
| 6M | +13.6% | +13.1% | +0.5% | +0.5% |
| YTD | +8.1% | +12.7% | -4.6% | -4.0% |
| 1Y | +13.1% | +18.3% | -5.2% | -4.3% |
| 3Y | +87.0% | +76.4% | +10.6% | +6.8% |
| 5Y | +76.0% | +73.8% | +2.2% | +3.8% |
| 10Y | +420.5% | +301.2% | +119.3% | +38.7% |
| All | +1,238.7% | +901.0% | +337.6% | +52.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ITOT.
Daily Out/Under-Performance
Portfolio return minus ITOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITOT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded ITOT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling